Tour v490
ZS
ZSCALER INC
$163.22 +5.67%
$162.86 (-0.22%)🌙
as of 08/04 07:25 PM
8/4 19:25

Option Volume

Detail
Current (08/04) 25,515
Calls: 18,164 (71%)
Puts: 7,351 (29%)
Prior (08/03) 18,882
Calls: 9,059 (48%)
Puts: 9,823 (52%)
Current vs Prior +35.13%
Calls: +100.51% (Calls)
Puts: -25.17% (Puts)
Prior 7-Day Total 93,789
Calls: 57,569 (61%)
Puts: 36,220 (39%)
Prior 7-Day Average 13,398
Calls: 8,224 (61%)
Puts: 5,174 (39%)
Current vs Prior 7-Day Avg +90.43%
Calls: +120.86%
Puts: +42.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $17.72M
Calls: $15.30M (86%)
Puts: $2.42M (14%)
Prior (08/03) $8.78M
Calls: $5.05M (58%)
Puts: $3.73M (42%)
Current vs Prior +101.87%
Calls: +203.04%
Puts: -35.14%
Prior 7-Day Total $45.35M
Calls: $27.10M (60%)
Puts: $18.25M (40%)
Prior 7-Day Average $6.48M
Calls: $3.87M (60%)
Puts: $2.61M (40%)
Current vs Prior 7-Day Avg +173.51%
Calls: +295.21%
Puts: -7.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.40
Prior (08/03) 1.08
Current vs Prior -62.68%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -36.91%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 132,678
Calls: 82,977 (63%)
Puts: 49,701 (37%)
Prior (08/03) 115,631
Calls: 67,315 (58%)
Puts: 48,316 (42%)
Current vs Prior +14.74%
Prior 7-Day Total 720,067
Calls: 430,212 (60%)
Puts: 289,855 (40%)
Prior 7-Day Average 102,866
Calls: 61,458 (60%)
Puts: 41,407 (40%)
Current vs Prior 7-Day Avg +28.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.73% | 8.35%11.08% | 22.14%
Prior 6.59% | 9.17%11.17% | 22.76%
Current vs Prior -13.08% | -8.91%-0.76% | -2.73%
Prior 7-Day Avg 5.85% | 9.05%12.38% | 23.43%
Current vs 7-Day Avg -2.15% | -7.73%-10.48% | -5.54%
Prior 7-Day Eod 6.59% | 9.17%11.17% | 22.76%
Current vs 7-Day Eod -13.08% | -8.91%-0.76% | -2.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($15.30M) vs puts ($2.42M). Massive premium surge with dollar volume up 102% vs prior. Dollar volume significantly above 7-day average (174% higher). Volume explosion - 90% above 7-day average (25,515 vs avg 13,398).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 40 of results (avg 7.1%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 1827.0027.90$27.453.3%90.73184
$170.00Sep 1814.0514.75$14.404.9%2370.50396
$140.00Sep 1830.2031.80$31.005.2%230.77379
$157.50Aug 2812.8013.50$13.155.3%70.63--
$180.00Sep 1810.8011.40$11.105.4%370.411.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 189.9510.40$10.184.4%300.32299
$155.00Sep 1811.9512.60$12.275.3%150.37280
$170.00Sep 1819.6020.70$20.155.5%10.51--
$160.00Sep 1814.2015.05$14.635.8%130.41391
$140.00Sep 186.306.80$6.557.6%1630.23884

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 726.9529.40$28.178.7%81.00--
$138.00Aug 723.9026.45$25.1710.1%11.0061
$144.00Aug 717.4520.30$18.8815.1%11.00--
$142.00Aug 720.0022.45$21.2311.5%10.9543
$135.00Aug 1426.6530.30$28.4812.8%20.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 1430.1033.50$31.8010.7%10.93--
$175.00Aug 711.2513.80$12.5320.4%10.875
$185.00Aug 2121.8524.95$23.4013.2%40.8245
$180.00Aug 2118.3520.75$19.5512.3%30.76190
$170.00Aug 77.109.45$8.2728.4%30.744

Most actively traded options today. High liquidity = easy entry/exit. 264 active (total vol 17.2K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 143.653.90$3.786.6%3.8K0.36131
$165.00Aug 72.903.45$3.1817.3%1.7K0.44933
$167.50Aug 71.952.41$2.1821.1%9260.34444
$170.00Aug 71.511.60$1.565.8%9200.26957
$170.00Aug 215.305.80$5.559.0%6540.401.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Aug 140.841.87$1.3675.7%4440.1526
$150.00Aug 70.230.63$0.4393.0%3060.09557
$152.50Aug 213.253.85$3.5516.9%2680.27215
$140.00Sep 186.306.80$6.557.6%1630.23884
$157.50Aug 71.342.23$1.7949.7%1620.2810

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 34.7%, max 104.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Aug 7Sep 18148.7%73.6%102.0%7418
$182.50Aug 7Aug 14111.4%60.3%84.7%2041
$138.00Aug 7Aug 28102.3%64.3%59.3%263
$142.00Aug 7Aug 2887.5%59.3%47.5%348
$149.00Aug 7Aug 2175.2%56.6%32.8%5140
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Aug 7Aug 28130.1%63.8%104.0%413
$136.00Aug 7Aug 28114.6%65.5%74.8%2--
$133.00Aug 7Sep 11130.0%77.0%68.8%7160
$132.00Aug 7Sep 11119.3%75.8%57.4%14--
$141.00Aug 7Aug 2197.3%64.3%51.4%1926

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 169 found (best R:R 19.00, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$177.50$180.00Aug 7$0.16$2.34$0.1614.63$177.66
$175.00$177.50Aug 7$0.18$2.32$0.1812.89$175.18
$185.00$190.00Aug 14$0.45$4.55$0.4510.11$185.45
$190.00$195.00Aug 21$0.47$4.53$0.479.64$190.47
$190.00$195.00Sep 4$0.47$4.53$0.479.64$190.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$132.00Aug 14$0.15$2.85$0.1519.00$134.85
$140.00$136.00Aug 28$0.24$3.76$0.2415.67$139.76
$145.00$143.00Aug 14$0.16$1.84$0.1611.50$144.84
$134.00$131.00Aug 28$0.25$2.75$0.2511.00$133.75
$152.50$150.00Aug 7$0.23$2.27$0.239.87$152.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 201 found (best R:R 15.67, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$152.50Aug 7$2.35$2.35$0.1515.67$152.35
$135.00$139.00Aug 14$3.73$3.73$0.2713.81$138.73
$139.00$143.00Aug 14$3.72$3.72$0.2813.29$142.72
$133.00$138.00Aug 28$4.63$4.63$0.3712.51$137.63
$131.00$135.00Aug 21$3.70$3.70$0.3012.33$134.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$195.00$170.00Aug 14$21.60$21.60$3.406.35$173.40
$175.00$170.00Aug 7$4.26$4.26$0.745.76$170.74
$175.00$170.00Aug 21$3.95$3.95$1.053.76$171.05
$185.00$180.00Aug 21$3.85$3.85$1.153.35$181.15
$147.00$145.00Sep 4$1.45$1.45$0.552.64$145.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.47, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Aug 7Aug 14$0.3076.1%56.2%
$135.00Aug 7Aug 14$0.3189.0%71.6%
$185.00Aug 7Aug 14$0.7465.4%59.1%
$143.00Aug 7Aug 14$0.8084.6%66.2%
$148.00Aug 7Aug 14$0.8069.3%60.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$132.00Aug 7Aug 14$0.11119.3%71.8%
$138.00Aug 7Aug 14$0.11102.3%61.2%
$133.00Aug 7Aug 21$0.20130.0%60.8%
$131.00Aug 14Aug 21$0.2677.0%66.8%
$134.00Aug 7Aug 21$0.27130.1%62.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 4.89% of stock, avg 13.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Aug 7$5.58$2.40$7.98$152.02$167.984.89%
$162.50Aug 7$4.30$3.73$8.03$154.47$170.534.92%
$167.50Aug 7$2.18$6.63$8.81$158.69$176.315.40%
$157.50Aug 7$7.23$1.79$9.02$148.48$166.525.53%
$170.00Aug 7$1.56$8.27$9.83$160.17$179.836.02%
$155.00Aug 7$9.18$1.07$10.25$144.75$165.256.28%
$152.50Aug 7$11.25$0.66$11.91$140.59$164.417.30%
$165.00Aug 14$5.60$6.83$12.43$152.57$177.437.62%
$162.50Aug 14$6.80$5.88$12.68$149.82$175.187.77%
$160.00Aug 14$8.20$4.63$12.83$147.17$172.837.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.08% of stock, avg 8.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$182.50$152.50Aug 7$1.11$0.66$1.77$150.73$184.27
$172.50$152.50Aug 7$1.13$0.66$1.79$150.71$174.29
$182.50$155.00Aug 7$1.11$1.07$2.18$152.82$184.68
$172.50$155.00Aug 7$1.13$1.07$2.20$152.80$174.70
$170.00$152.50Aug 7$1.56$0.66$2.22$150.28$172.22
$170.00$155.00Aug 7$1.56$1.07$2.63$152.37$172.63
$167.50$152.50Aug 7$2.18$0.66$2.84$149.66$170.34
$182.50$157.50Aug 7$1.11$1.79$2.90$154.60$185.40
$172.50$157.50Aug 7$1.13$1.79$2.92$154.58$175.42
$167.50$155.00Aug 7$2.18$1.07$3.25$151.75$170.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 288 found (best R:R 49.00, avg credit $2.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/140145/150Sep 18$4.90$0.1049.00$135.10$149.90
132/135139/143Aug 14$3.87$0.1329.77$131.13$142.87
165/170175/180Sep 18$4.83$0.1728.41$165.17$179.83
145/147170/172Sep 4$2.40$0.1024.00$144.60$172.40
165/170180/185Sep 18$4.77$0.2320.74$165.23$184.77
135/137160/162Sep 11$2.37$0.1318.23$134.63$162.37
160/165175/180Sep 11$4.73$0.2717.52$160.27$179.73
143/144147/149Aug 21$1.89$0.1117.18$142.11$148.89
131/134142/145Aug 28$2.83$0.1716.65$131.17$144.83
155/160165/170Sep 18$4.69$0.3115.13$155.31$169.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$175.00$180.00$185.00Sep 18$0.06$4.9482.33
$177.50$180.00$182.50Aug 14$0.07$2.4334.71
$180.00$185.00$190.00Aug 21$0.15$4.8532.33
$172.50$175.00$177.50Aug 21$0.09$2.4126.78
$150.00$152.50$155.00Aug 28$0.09$2.4126.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Sep 18$0.06$4.9482.33
$145.00$150.00$155.00Sep 18$0.14$4.8634.71
$160.00$165.00$170.00Sep 11$0.19$4.8125.32
$152.50$155.00$157.50Aug 21$0.10$2.4024.00
$140.00$145.00$150.00Sep 18$0.27$4.7317.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-3.50, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$190.001:2Aug 7-$0.04$4.96
$190.00$195.001:2Aug 14-$0.17$4.83
$190.00$195.001:2Aug 21-$0.33$4.67
$185.00$190.001:2Aug 21-$0.55$4.45
$190.00$195.001:2Aug 28-$0.82$4.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Sep 11-$3.50$6.50
$162.50$155.001:2Aug 28-$2.38$5.12
$167.50$162.501:2Aug 7-$0.83$4.17
$157.50$150.001:2Sep 4-$4.45$3.05
$135.00$132.001:2Aug 14-$0.10$2.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 9.86%, avg 3.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Sep 18$16.100.551.1%9.86%10.95%75361
$170.00Sep 18$14.050.504.2%8.61%12.76%237396
$165.00Sep 11$13.600.531.1%8.33%9.42%1--
$175.00Sep 18$12.450.467.2%7.63%14.84%162633
$165.00Sep 4$11.800.521.1%7.23%8.32%5025
$170.00Sep 11$11.200.484.2%6.86%11.02%3--
$180.00Sep 18$10.800.4110.3%6.62%16.90%371.0K
$167.50Sep 4$10.750.492.6%6.59%9.21%11
$170.00Sep 4$9.750.474.2%5.97%10.13%6055
$175.00Sep 11$9.550.437.2%5.85%13.07%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 18,164
Total Puts 7,351
Put/Call Ratio 0.40
Net Difference 10,813

Prior's Put/Call Breakdown

Total Calls 9,059
Total Puts 9,823
Put/Call Ratio 1.08
Net Difference -764

Prior 7-Day Put/Call Summary

Total Calls 57,569
Total Puts 36,220
Average Put/Call Ratio 0.64
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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